Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 797'334 CHF | 267'278 CHF | 99.38% | 99.38% |
12.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 796'742 CHF | 267'081 CHF | 99.38% | 99.38% |
11.07.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 776'475 CHF | 260'325 CHF | 99.38% | 99.38% |
10.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 787'661 CHF | 264'054 CHF | 99.38% | 99.38% |
09.07.2024 | 0.54% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 829'086 CHF | 277'862 CHF | 99.38% | 99.38% |
08.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 818'427 CHF | 274'309 CHF | 99.38% | 99.38% |
05.07.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 823'850 CHF | 276'117 CHF | 99.38% | 99.38% |
04.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 789'247 CHF | 264'582 CHF | 98.58% | 98.58% |
03.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 771'448 CHF | 258'649 CHF | 99.38% | 99.38% |
02.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 633'802 CHF | 212'767 CHF | 99.37% | 99.37% |